advances in Investment Analysis and Portfolio Management phần 2 potx

... Investment Analysis and Portfolio Management 29 • Investment • Investment environment • Investment vehicles • Investment management process • Investment policy • Investment ... Ibbotson (20 02) . Investments: A Global Perspective. Prentice Hall Inc. Investment Analysis and Portfolio Management 32 2. Quantitative methods of investment analysis Mini-contents 2. 1. Investment ... selling some assets in his portfolio and buying the Investment Analysis and Portfolio Management 19 funds are investing the funds according to a stated set of investment objectives in securities...

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... 20 10 Investment Analysis and Portfolio Management 7 1. Investment environment and investment management process Mini-contents 1.1. Investing versus financing 1 .2. Direct versus indirect ... environment and investment process; 2. Quantitative methods of investment analysis; 3. Theory of investment portfolio formation; 4. Investment in stocks; Investment Analysis and Portfolio Management ... reasonable. Holding period for investing in financial assets vary in very wide interval and depends on the investor’s goals and investment strategy. Investment Analysis and Portfolio Management...

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... - A and B is defined in the next formula (2. 9): n Investment Analysis and Portfolio Management 49 9. What is the interpretation of the coefficient of determination for the investor? ... the returns on the two Investment Analysis and Portfolio Management 35 2. 1 .2. Investment risk Risk can be defined as a chance that the actual outcome from an investment will differ from ... point where characteristic line passes through the vertical axis. The interpretation of the intercept from the investor’s point of view is that it shows Investment Analysis and Portfolio Management...

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... always Investment Analysis and Portfolio Management 51 3. Theory for investment portfolio formation Mini-contents 3.1. Portfolio theory. 3.1.1. Markowitz portfolio theory. 3.1 .2. The ... useful instrument for investment analysis and decision making in reality. As can be seen in Fig.3.5, Equation in formula 3.4 represents the straight line having an intercept of Rf and slope ... axis. Following Markowitz approach, the Investment Analysis and Portfolio Management 52 measure for investment return is expected rate of return and a measure of risk is standard deviation...

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... b) 100% invest in stock B; c) 50% in stock A and 50% in stock B; d) 20 % invest in stock A and 80% in stock B e) 60% invest in stock A and 40% in stock B. 9. The following investment portfolios ... Ratio. Investment Analysis and Portfolio Management 71 4. Investment in Stocks Mini-contents 4.1. Stock as specific investment. 4 .2. Stock analysis for investment decision making. 4 .2. 3.E-I-C ... (1993). Portfolio Construction, Management and Protection. Investment Analysis and Portfolio Management 68 a) 100% invest in stock...

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... References and further readings 1. Arnold, Glen (20 10). Investing: the definitive companion to investment and the financial markets. 2 nd ed. Financial Times/ Prentice Hall. 2. Barker, Richard (20 01). ... the intrinsic value of stock is valuated at the same range as in the market and its current market price shows the intrinsic value. Investment Analysis and Portfolio Management 94 5. Investment ... average dividend income. Analysis of economic forecasting. Investors by forecasting changes in the macro economy and in interest rates endeavor to decrease the investment in stocks in the phases...

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... negative influence to the interest rates (from the investors in bonds position - decrease in interest rates): • Decrease in investments; • Increase in savings level; • Decrease in export; • Increase ... Yield-to-Maturity Investment Analysis and Portfolio Management 104 rates. At the macroeconomic level the relationship between the interest rate and the level of savings and investments, changes in government ... in interest rates): • Increase in investments; • Decrease in savings level; • Increase in export; • Decrease in import; • Increase in government spending; • Decrease in Taxes. Macroeconomic...

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... why. a) Increase in investments; b) Increase in savings level; c) Decrease in export; d) Decrease in import; e) Increase in government spending; f) Increase in Taxes. 6. Distinguish between ... Alternative Investments/ ed. by Greg N. Gregoriou. CRC Press, 20 09. 4. Fabozzi, Frank J. (1999). Investment management. 2nd ed. Prentice Hall Inc. Investment Analysis and Portfolio Management 120 ... growing stock. Investment Analysis and Portfolio Management 122 to their own skill and begin trading more. Poor performance makes them less overconfident and is followed by lower trading...

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... Seongyeon (20 06). Do Investors Integrate Losses and Segregate Gains? Mental Accounting and Investor Trading Decisions. // Journal of Business, 20 06, 79, p. 25 39 -25 73. 11. Nofsinger, John R. (20 08). ... No 52, p. 489-500. 8. Hirshleifer, David, Tyler Shumway (20 03). Good day Sunshine: Stock Returns and the Weather. // Journal of Finance, 20 03, 58, p. 1009-10 32. Investment Analysis and Portfolio ... The Psychology of Investing. 3rd ed. Pearson/Prentice Hall. 12. Nofsinger, John (20 01). The Impact of Public Information on Investors // Journal of Banking and Finance, 20 01, 25 , p. 1339-1366....

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... 60 1 ,25 56 ,25 Call 20 0 ,25 20 ,00 Investment Analysis and Portfolio Management 159 9. What changes in investor’s circumstances cause the rebalancing of the investment portfolio? Explain ... Financial Research, spring. 2. Arnold, Glen (20 10). Investing: the definitive companion to investment and the financial markets. 2 nd ed. Financial Times/ Prentice Hall. 3. Bogle, J.C. (20 01) ... Investment Analysis and Portfolio Management 160 References and further readings 1. Arnerich, T., at al. (20 07) Active .versus passive investment management: putting the debate into...

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